Is VIX an investor fear gauge in BRIC equity markets

By G. Sarwar. 2012

165 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/386a68cce1cc776e65945ffdf3a6e530326c7704

Citations in the corpus

• Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis (2015, unknown): “…and financial liberalization, foreign investment inflows and international competition (Aye et al., 2014; Bhar & Nikolova, 2009a; Carlos & Castro, 2011; Chkili & Nguyen, 2014; De Vries, Erumban, Timmer, Voskoboynikov, & Wu, 2012; Manamperi, 2014; Pradhan, Dasgupta, & Bele, 2013; Sarwar, 2012).”